Firewall outgining

I don't believe that the Firewall blocks OUTGOING traffic, it blocks incoming traffic.

I believe you can use Terminal to block outgoing traffic. https://smallbusiness.chron.com/block-outgoing-connections-mac-70074.html

Probably best (versus using Terminal commands, since with Terminal you really should know what you are doing to avoid unintended consequences) is to configure your router to block outgoing connections to specific internet locations or IPs or domains.

Block connections to your Mac with a firewall - Apple Support